AZ stunned Roma 1-0 in their Europa League tie on Thursday night, with Troy Parrott hitting the winner.
Ranieri said afterwards: “It is a pity to concede a goal like that, it started with a throw-in, that’s just unbelievable.
“Unfortunately, it happens and it should not be happening. I had told the team beforehand, be careful because they go on rapid counter-attacks, so we must not be caught out by their transitions.
“There were at the end of the day six AZ players surging forward into our penalty area. Unfortunately, it’s a type of goal we have seen too many times at Roma, especially when we are away from home.
“This is just the way we are, evidently we are not built to deal with these situations. We are not sneaky, intelligent or sharp enough, so we make truly incredible mistakes.”
He also had words for midfielder Manu Kone: “He certainly should’ve been more positive. I told him not to hold onto the ball, because they will swarm all over you and the referee might not give every free kick. We’ve got to move the ball quickly and make vertical passes, which we did more in the second half, but in the end it was for nothing.
“It’s disappointing, because there was a performance, the team played fairly well, but then didn’t reap any rewards. AZ Alkmaar took home all three points with the minimum effort and that is really disappointing.”